libGCM on PS3 is faster than OpenGL on PS3 because libGCM is providing lower-level hardware access, which helps developers maximize performance.
LibGCM is a bypass for some things, for others libGCM just relies on OpenGL.
Also lower-level hardware access does not mean better performance. It also means more bugs and errors, and with today's computer compilers (GCC behemoth) manual performance improvements aren't that high except in case of vectorization or if your code is a pile of crap with lots of idiotic hot spots.
It's obvious that in consoles the need of lower level access may appear because the SDKs of consoles are developed by the company that produces the hardware without any other contributors.
GCC, libgc, and the rest of the toolset is developed by much more people and it's surely better optimized than any privative SDK provided by vendors. Only Intel's ICC can compete and exceed GCC's performance, on their own processors.
Also, we are talking about gaming on Windows, an OS that has lower performance than GNU/Linux. If we talk about the graphics pipeline we have to blame graphics vendors, although they already have a very similar performance to Windows drivers, so imagine if they start to work more on them, the performance that can be achieved would increase even more, exceeding that of Windows.
Finally, I only have to say that I wish Steam stays on GNU/Linux and helps to make it more popular and used, so better hardware support comes in. Also it would be a very good thing if they release source code of some parts, interfaces or whatever, if they don't want to open source the whole code. Support from vendors is always welcomed, but if it's open source and free as in freedom, much better. I don't want to continue using the same crappy closed drivers of a lot of vendors that after a year or two get discontinued.